S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
28.40%
decreased by 0.47%
1 Week
28.37%
decreased by 0.50%
1 Month
28.27%
decreased by 0.60%
Analysis last updated: Wednesday, May 6, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 19.41 | |
| 0.0591 | 24.92 | |
| 0.9446 | 656.41 | |
| -0.0262 | -7.03 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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